Like Búzios, the town of Cabo Frio lies on a peninsula rich with lagoons, sand dunes and beaches. The whitewashed 17th-century Forte São Mateus towers over a rocky islet and guards this 400-year-old colonial fishing settlement. In the town's original quarter of narrow alleys called Bairro da Passagem, the Capela de São Benedito, with its red-tile roof and handsome white stone houses with blue trim, is a top draw on a walking tour.